The following pages link to Ken-ichi Yoshihara (Q260953):
Displaying 50 items.
- Optimal portfolios based on weakly dependent data (Q260956) (← links)
- Optimal estimates for the rate of strong Gaussian approximate in a Hilbert space (Q357237) (← links)
- Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models (Q405492) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Change-point problems in nonlinear regression estimation with dependent observations (Q425785) (← links)
- Asymptotic statistics. With a view to stochastic processes (Q455033) (← links)
- A CLT for weighted time-dependent uniform empirical processes (Q473519) (← links)
- A new sufficient condition in the invariance principle for the partial sum processes of moving averages (Q542174) (← links)
- Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← links)
- Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies (Q553023) (← links)
- (Q690156) (redirect page) (← links)
- Asymptotic expansions of posterior distributions in a non-regular model (Q690157) (← links)
- The scaling limit of Poisson-driven order statistics with applications in geometric probability (Q713218) (← links)
- Invariance principle, multifractional Gaussian processes and long-range dependence (Q731682) (← links)
- An empirical central limit theorem in L\(^1\) for stationary sequences (Q734650) (← links)
- New techniques for empirical processes of dependent data (Q734659) (← links)
- The bootstrap of the mean with arbitrary bootstrap sample size (Q749074) (← links)
- Large-sample inference for log-spline models (Q749096) (← links)
- Fisher's information in terms of the hazard rate (Q756322) (← links)
- Some asymptotic inferential problems connected with complex elliptical distribution (Q756880) (← links)
- Bootstrap approximation of nearest neighbor regression function estimates (Q756890) (← links)
- (Q792035) (redirect page) (← links)
- On one conjecture of R. S. Singh (Q792036) (← links)
- Limiting distributions of two random sequences (Q792715) (← links)
- The asymptotic distribution of principal component roots under local alternatives to multiple roots (Q797929) (← links)
- Density estimation for samples satisfying a certain absolute regularity condition (Q800657) (← links)
- Weak convergence of empirical processes on sequences of stationary random variables (Q801596) (← links)
- A functional central limit theorem for a class of urn models (Q812176) (← links)
- On the weak invariance principle for stationary sequences under projective criteria (Q867084) (← links)
- Central and functional central limit theorems for a class of urn models (Q867092) (← links)
- A generalization of the Lindeberg principle (Q874729) (← links)
- Conditional empirical processes defined by \(\Phi\)-mixing sequences (Q914239) (← links)
- Weak convergence of the maximum error of the bootstrap quantile estimate (Q923544) (← links)
- Non-central limit theorems for random selections (Q975304) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
- (Q1066563) (redirect page) (← links)
- Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer (Q1066564) (← links)
- On strong invariance principles under dependence assumptions (Q1074219) (← links)
- Edgeworth expansions for sampling without replacement from finite populations (Q1074258) (← links)
- Very weak expansions for sequential confidence levels (Q1082763) (← links)
- Confidence intervals with fixed proportional accuracy (Q1082764) (← links)
- Asymptotic optimality in sequential interval estimation (Q1085930) (← links)
- A note on invariance principles for v. Mises' statistics (Q1086933) (← links)
- The central limit theorem for summability methods of some weakly dependent sequences (Q1088278) (← links)
- Asymptotically independent scale-free spacings with applications to discordancy testing (Q1088321) (← links)
- On stable laws for estimating functions and derived estimators (Q1088324) (← links)
- Convergence rates for partially splined models (Q1093290) (← links)
- Convergence rates for the bootstrapped product-limit process (Q1098505) (← links)
- Strong convergence of distributions of estimators (Q1098508) (← links)
- Moderate and Cramér-type large deviation theorems for M-estimators (Q1099529) (← links)
